ES SMA Cross Over Back Test Results - Too Good to be True?

Discussion in 'Index Futures' started by xmlschema, Aug 18, 2007.

  1. pclark

    pclark

    Why dont you try it out w/a forward test? 1 contract is not that much. Keep a close eye on it and see how it does. You could sim trade it also for a month or so. Like others have said you probably want to back test a longer period of time but then I think there is argument that back testing will only get you so far and going forward is the best way to test.

    If you will pass me your parameters and strategy I would be happy to help you :D

    Paul
     
    #11     Oct 31, 2008
  2. uasish

    uasish

    Yeah too good to be true
     
    #12     Jan 15, 2010
  3. joe4422

    joe4422

    Systems do need testing in different market environments. For example, some stock screeners are bosting 140% returns, but then again, you can have randomly picked just about any stock last year and made more than that.
     
    #13     Jan 15, 2010